Soc. Generale Call 1100 DSV Panal.../  DE000SW7P8B7  /

Frankfurt Zert./SG
2024-05-13  9:38:39 PM Chg.+0.030 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
0.740EUR +4.23% 0.740
Bid Size: 4,100
0.810
Ask Size: 4,100
- 1,100.00 DKK 2024-09-20 Call
 

Master data

WKN: SW7P8B
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,100.00 DKK
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.49
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -1.06
Time value: 0.74
Break-even: 154.85
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.42
Theta: -0.05
Omega: 7.72
Rho: 0.18
 

Quote data

Open: 0.680
High: 0.820
Low: 0.680
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.82%
1 Month
  -55.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.570
1M High / 1M Low: 1.610 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -